BVT Call 500 PH 20.06.2025
/ DE000VD9NT24
BVT Call 500 PH 20.06.2025/ DE000VD9NT24 /
| 2024-11-12 7:44:29 PM |
Chg.-0.560 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 21.100EUR |
-2.59% |
-
Bid Size: - |
-
Ask Size: - |
Parker Hannifin Corp |
500.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9NT2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-10 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
20.47 |
| Intrinsic value: |
19.52 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
19.52 |
| Time value: |
2.25 |
| Break-even: |
686.61 |
| Moneyness: |
1.42 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
0.23% |
| Delta: |
0.89 |
| Theta: |
-0.13 |
| Omega: |
2.72 |
| Rho: |
2.26 |
Quote data
| Open: |
21.700 |
| High: |
21.700 |
| Low: |
21.100 |
| Previous Close: |
21.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.09% |
| 1 Month |
|
|
+36.39% |
| 3 Months |
|
|
+89.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
21.660 |
16.220 |
| 1M High / 1M Low: |
21.660 |
13.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
19.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
16.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
